-41.5%
ACHR vs ELV
+38.4%
-79.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.1% |
| 7D | +4.9% | -0.3% | +5.1% | +4.9% |
| 30D | +4.3% | +2.0% | +2.3% | +4.2% |
| 3M | +1.7% | -3.5% | +5.2% | +1.7% |
| 6M | -6.9% | +40.2% | -47.1% | -7.6% |
| YTD | -22.5% | +15.8% | -38.3% | -22.8% |
| 1Y | -31.5% | +33.2% | -64.7% | -31.8% |
| 3Y | -14.4% | -6.2% | -8.2% | -13.8% |
| 5Y | -41.6% | +16.4% | -58.1% | -41.0% |
| All | -41.5% | +38.4% | -79.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling